Smoke Render Problem
Thanks for the .blend file @DustyShinigami it really helped me answer the question.

To create a more dense smoke sim, you need to select the domain, then go to the node editor. There should be a Multiply node, ramp up the adjustable value. I set mine to 50 and got some good smoke. I also upped the Anistrop to 0.2.

I also recommend expanding the domain up and out as the simulation is hitting the sides and makes it look fake.

As for the waterfall, I recommend using a fluid sim if that is what you are trying to make. It is there for a reason, use it :D.

Rendering in open GL should work fine. It may be something to do with your save location so double check it. Also, make sure you have run through every frame first.

Your project looks good BTW. :P

Good luck with your project and I hope I helped,

BFB